Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
-
Updated
Aug 17, 2025 - Python
Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit
CreditRisk Intelligence — AI-Powered Credit Risk Infrastructure for Fintechs
A package for credit risk analytics
End-to-end consumer credit PD scorecard and CECL reserve model on 2.2M LendingClub loans
Bank Disclosure Opacity & Market Performance Analysis - Testing if CECL disclosure quality predicts stock returns
Type a US ticker → probability of default, rating and expected credit loss from live SEC EDGAR financials, with a CECL/IFRS 9 recession overlay. Interpretable PD model trained on 20 years of real bankruptcies.
End-to-end credit risk engine for a $30.5B synthetic Direct Lending portfolio
End-to-end credit risk analytics in Python: calibrated PD, LGD, IFRS 9/CECL ECL engine, macro stress testing, and early-warning delinquency monitoring — synthetic-data demonstration portfolio.
To associate your repository with the cecl topic, visit your repo's landing page and select "manage topics."